Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49122.95 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45061.41 Kr¶

PnL: ---------------------------------------> 5.41 Kr¶

DD now: ---------------------------------> -7.525 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 14:36:02.798866'

Anic Portfolio¶

Today¶

Return: -1.198 %¶

This Week¶

Return: -0.366 %¶

Total portfolio value¶

Return including deposits: 60.816 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.060000 1666.620000 197.620000 13.450000 1468.999998
Orrön Energy 180 -2.000000 2158.200000 115.200000 5.640000 2043.000000
Atrium Ljungberg B 5 0.300000 998.000000 63.000000 6.740000 935.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Sagax B 4 -0.310000 894.400000 40.400000 4.730000 854.000000
Hoist Finance 35 0.340000 1020.250000 40.250000 4.110000 980.000000
Catena 2 -0.950000 830.800000 38.800000 4.900000 792.000000
Hexatronic Group 12 -0.430000 997.440000 30.440000 3.150000 966.999996
JM 6 -1.000000 893.400000 29.400000 3.400000 864.000000
Platzer Fastigheter Holding B 12 -3.060000 988.800000 27.800000 2.890000 960.999996
Sedana Medical 93 -4.610000 2538.900000 17.900000 0.710000 2521.000011
OX2 13 1.230000 966.550000 16.550000 1.740000 949.999999
Bilia A 8 -0.700000 909.600000 9.600000 1.070000 900.000000
HEXPOL B 9 0.180000 1029.600000 8.600000 0.840000 1020.999996
Biotage 7 -0.880000 949.200000 8.200000 0.870000 940.999997
VEF 909 -2.860000 1854.360000 4.360000 0.240000 1850.000436
Gränges 9 -1.240000 930.600000 2.600000 0.280000 927.999999
AcadeMedia 8 -1.180000 401.600000 -0.400000 -0.100000 402.000000
BioGaia B 8 -2.190000 929.600000 -0.400000 -0.040000 930.000000
Byggmax Group 33 -2.170000 952.380000 -3.620000 -0.380000 956.000001
Clas Ohlson B 12 -1.890000 965.400000 -7.600000 -0.780000 972.999996
ASSA ABLOY B 3 -1.580000 767.400000 -11.600000 -1.490000 779.000001
EQT 4 -2.200000 818.000000 -14.000000 -1.680000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
Alimak Group 11 -1.920000 900.900000 -27.100000 -2.920000 927.999996
Addnode Group B 11 -1.220000 891.000000 -30.000000 -3.260000 921.000003
SKF B 5 -1.090000 908.250000 -31.750000 -3.380000 940.000000
Indutrade 5 -1.430000 1173.000000 -45.000000 -3.690000 1218.000000
Latour B 4 -0.830000 809.200000 -47.800000 -5.580000 857.000000
INVISIO 16 0.440000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -1.030000 1039.800000 -69.200000 -6.240000 1109.000001
Vitec Software Group B 2 -4.150000 1015.000000 -72.000000 -6.620000 1087.000000
BHG Group 97 -1.830000 1356.060000 -102.940000 -7.060000 1458.999989
Hexagon B 26 -2.730000 3339.700000 -121.300000 -3.500000 3461.000010
TOTAL 45061.410000 5.410000 -7.52518% 45056.000411

Updated:¶

'2023-07-05 14:36:19.417411'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶